Weird stuff in the sky east of Arizona has previously been attributed to missile launches from White Sands.
What you are describing sounds more like a satellite or other space debris burning up in the atmosphere. The junk breaks up into multiple pieces all traveling at the same speed together and burning up until they disappear. This kind of thing can appear to be moving quite quickly, or almost not at all, depending on height in the atmosphere, location, and angle you see it at.
There are probably websites out there dedicated to reports of sky stuff where others saw and reported the same thing you saw.